Geodesic
On estimating the yield and volatility curves
Kybernetika, Tome 33 (1997) no. 6, pp. 659-673.

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Classification : 62M10, 90A09, 90A12, 91B82, 91B84 
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     author = {Dupa\v{c}ov\'a, Jitka and Abaffy, Jozsef and Bertocchi, Marida and Hu\v{s}kov\'a, Marie},
     title = {On estimating the yield and volatility curves},
     journal = {Kybernetika},
     pages = {659--673},
     publisher = {mathdoc},
     volume = {33},
     number = {6},
     year = {1997},
     mrnumber = {1602376},
     zbl = {0908.90064},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_1997__33_6_a5/}
}
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Dupačová, Jitka; Abaffy, Jozsef; Bertocchi, Marida; Hušková, Marie. On estimating the yield and volatility curves. Kybernetika, Tome 33 (1997) no. 6, pp. 659-673. http://geodesic.mathdoc.fr/item/KYB_1997__33_6_a5/